Loss Given Default of High Loan-To-Value Residential Mortgages

Office of the Comptroller of the Currenc

Paperback (31 Dec 2014)

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Publisher's Synopsis

This paper studies residential mortgage loss given default using a large set of historical loan-level default and recovery data of high loan-to-value mortgages from several private mortgage insurance companies. We show that loss given default can largely be explained by various characteristics associated with the loan, the underlying property, and the default, foreclosure, and settlement process.

Book information

ISBN:	9781505309805
Publisher:	Createspace Independent Publishing Platform
Imprint:	Createspace Independent Publishing Platform
Pub date:	31 Dec 2014
Language:	English
Number of pages:	38
Weight:	113g
Height:	280mm
Width:	216mm
Spine width:	2mm